How do you download PSP firmware from PC to PSP?

You need to put it on the memory stick, so either use a memory stick card reader on your pc, or use the mini-usb lead with the psp connected directly to the PC.

You need to put the update in the correct folder on the memory stick (that you formatted using the PSP) and put it in the location which is specified in the instructions from either the Official Sony site, or the Custom Firmware support page

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